**** THIS PROGRAM ESTIMATES A DYNAMIC STATE-DEPENDENT MODEL 
**** WITH PERMANENT OR TRANSITORY INCREASES OR DECREASES 
**** IN INPUT PRICES, PRODUCTION, ETC.  ****

. 
. 
.             
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /* Ordered probit model "� la Rivers-Vuong/Wooldridge" with random effects**/
. 
. reoprob  evprpf evprmp_i3_up evprmp_l1_i3_up evprmp_l2_i3_up evprmp_l3_i3_up  cum_evprmp_l123_up
>  ///
>                 isalmtot2_up isalmtot2_l1_up isalmtot2_l2_up isalmtot2_l3_up cum_isalmtot_l123_u
> p  ///
>                 evpro_i3_up evpro_l1_i3_up evpro_l2_i3_up evpro_l3_i3_up cum_evpro_l123_up  ///
>                 txipp2_i3_up txipp2_l1_i3_up txipp2_l2_i3_up txipp2_l3_i3_up cum_ipp2_l123_up  /
> //
>                 evprmp_p3_up evprmp_l1_p3_up evprmp_l2_p3_up evprmp_l3_p3_up  ///
>                 evpro_p3_up evpro_l1_p3_up evpro_l2_p3_up evpro_l3_p3_up   ///
>                 txipp2_p3_up txipp2_l1_p3_up txipp2_l2_p3_up txipp2_l3_p3_up   ///
>                 evprmp_i3_down evprmp_l1_i3_down evprmp_l2_i3_down evprmp_l3_i3_down  cum_evprmp
> _l123_down  ///
>                 isalmtot2_down isalmtot2_l1_down isalmtot2_l2_down isalmtot2_l3_down cum_isalmto
> t_l123_down  ///
>                 evpro_i3_down evpro_l1_i3_down evpro_l2_i3_down evpro_l3_i3_down  cum_evpro_l123
> _down   ///
>                 txipp2_i3_down txipp2_l1_i3_down txipp2_l2_i3_down txipp2_l3_i3_down cum_ipp2_l1
> 23_down  ///
>                 evprmp_p3_down evprmp_l1_p3_down evprmp_l2_p3_down evprmp_l3_p3_down  ///
>                 evpro_p3_down evpro_l1_p3_down evpro_l2_p3_down evpro_l3_p3_down  ///
>                 txipp2_p3_down txipp2_l1_p3_down txipp2_l2_p3_down txipp2_l3_p3_down   ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_evprmp_i3_up  res_evprmp_l1_i3_up res_evprmp_l2_i3_up res_evprmp_l3_i
> 3_up  res_cum_evprmp_l123_up ///
>                 res_isalmtot_up res_isalmtot_l1_up res_isalmtot_l2_up res_isalmtot_l3_up res_cum
> _isalmtot_l123_up  ///
>                 res_evpro_i3_up res_evpro_l1_i3_up res_evpro_l2_i3_up res_evpro_l3_i3_up  res_cu
> m_evpro_l123_up ///
>                   res_txipp2_l1_i3_up res_txipp2_l2_i3_up res_txipp2_l3_i3_up res_cum_ipp2_l123_
> up  ///
>                 res_evprmp_p3_up  res_evprmp_l1_p3_up res_evprmp_l2_p3_up res_evprmp_l3_p3_up  /
> //
>                 res_evpro_p3_up res_evpro_l1_p3_up res_evpro_l2_p3_up res_evpro_l3_p3_up  ///
>                 res_txipp2_l1_p3_up res_txipp2_l2_p3_up res_txipp2_l3_p3_up    ///
>                 res_evprmp_i3_down  res_evprmp_l1_i3_down res_evprmp_l2_i3_down res_evprmp_l3_i3
> _down res_cum_evprmp_l123_down  ///
>                 res_isalmtot_down res_isalmtot_l1_down res_isalmtot_l2_down res_isalmtot_l3_down
>  res_cum_isalmtot_l123_down  ///
>                 res_evpro_i3_down res_evpro_l1_i3_down res_evpro_l2_i3_down res_evpro_l3_i3_down
>   res_cum_evpro_l123_down ///
>                   res_txipp2_l1_i3_down res_txipp2_l2_i3_down res_txipp2_l3_i3_down res_cum_ipp2
> _l123_down ///
>                 res_evprmp_p3_down  res_evprmp_l1_p3_down res_evprmp_l2_p3_down res_evprmp_l3_p3
> _down  ///
>                 res_evpro_p3_down res_evpro_l1_p3_down res_evpro_l2_p3_down res_evpro_l3_p3_down
>   ///
>                 res_txipp2_l1_p3_down res_txipp2_l2_p3_down res_txipp2_l3_p3_down    ///
>                     /*ind_DA*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/
>  ///
>                 ,  i(ident_stata)

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -29672.283  (not concave)
Iteration 1:   log likelihood = -29663.883  (not concave)
Iteration 2:   log likelihood = -29546.181  (not concave)
Iteration 3:   log likelihood = -29470.481  (not concave)
Iteration 4:   log likelihood = -28655.327  
Iteration 5:   log likelihood =  -28368.91  
Iteration 6:   log likelihood = -28326.925  
Iteration 7:   log likelihood = -28326.445  
Iteration 8:   log likelihood = -28326.444  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(147)    =    4654.93
Log likelihood = -28326.444                       Prob > chi2     =     0.0000

--------------------------------------------------------------------------------------------
                    evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------------+----------------------------------------------------------------
eq1                        |
              evprmp_i3_up |   1.694768   .5082213     3.33   0.001     .6986728    2.690864
           evprmp_l1_i3_up |  -.8677538   .2663839    -3.26   0.001    -1.389857    -.345651
           evprmp_l2_i3_up |  -.3329533    .153417    -2.17   0.030    -.6336451   -.0322615
           evprmp_l3_i3_up |   .1758042   .1068602     1.65   0.100    -.0336379    .3852463
        cum_evprmp_l123_up |   .1360688    .095054     1.43   0.152    -.0502335    .3223712
              isalmtot2_up |   .4556097   .1183797     3.85   0.000     .2235897    .6876297
           isalmtot2_l1_up |  -.0340473    .029916    -1.14   0.255    -.0926816     .024587
           isalmtot2_l2_up |   .0440936     .03672     1.20   0.230    -.0278764    .1160635
           isalmtot2_l3_up |   .0759404   .0576573     1.32   0.188    -.0370658    .1889465
      cum_isalmtot_l123_up |  -.0012031   .0306792    -0.04   0.969    -.0613333    .0589271
               evpro_i3_up |   .0392317   .3693764     0.11   0.915    -.6847327    .7631961
            evpro_l1_i3_up |    .127266   .2184253     0.58   0.560    -.3008397    .5553717
            evpro_l2_i3_up |   .1184994   .2372618     0.50   0.617    -.3465253     .583524
            evpro_l3_i3_up |   .0078138   .0544985     0.14   0.886    -.0990013    .1146289
         cum_evpro_l123_up |   .0101184   .0343313     0.29   0.768    -.0571697    .0774064
              txipp2_i3_up |   .1106475   .0284806     3.89   0.000     .0548265    .1664685
           txipp2_l1_i3_up |   .0874306   .0459347     1.90   0.057    -.0025998    .1774609
           txipp2_l2_i3_up |   .1415446   .0478746     2.96   0.003     .0477121    .2353771
           txipp2_l3_i3_up |   .0932421   .0523374     1.78   0.075    -.0093373    .1958215
          cum_ipp2_l123_up |     .09999   .0233936     4.27   0.000     .0541393    .1458406
              evprmp_p3_up |   2.740476   .5093978     5.38   0.000     1.742075    3.738878
           evprmp_l1_p3_up |  -.7594581   .2683084    -2.83   0.005    -1.285333   -.2335832
           evprmp_l2_p3_up |  -.3697133   .2299772    -1.61   0.108    -.8204602    .0810337
           evprmp_l3_p3_up |    .043272   .1059408     0.41   0.683    -.1643683    .2509122
               evpro_p3_up |  -.1664303   .3430712    -0.49   0.628    -.8388375    .5059768
            evpro_l1_p3_up |   .0793748   .1124677     0.71   0.480    -.1410579    .2998074
            evpro_l2_p3_up |   .1280501   .2164018     0.59   0.554    -.2960896    .5521898
            evpro_l3_p3_up |   .0346522   .0458008     0.76   0.449    -.0551158    .1244202
              txipp2_p3_up |   .1232988    .020646     5.97   0.000     .0828334    .1637642
           txipp2_l1_p3_up |   .1053149   .0295235     3.57   0.000       .04745    .1631799
           txipp2_l2_p3_up |   .0702207   .0357772     1.96   0.050     .0000988    .1403427
           txipp2_l3_p3_up |    .012016   .0429588     0.28   0.780    -.0721817    .0962138
            evprmp_i3_down |   2.056134   .7546894     2.72   0.006     .5769701    3.535298
         evprmp_l1_i3_down |   .0682374   .5650064     0.12   0.904    -1.039155     1.17563
         evprmp_l2_i3_down |   .0861226   .2783828     0.31   0.757    -.4594977    .6317429
         evprmp_l3_i3_down |    -.11192   .1330443    -0.84   0.400    -.3726821    .1488421
      cum_evprmp_l123_down |   .1270197   .1407442     0.90   0.367    -.1488338    .4028733
            isalmtot2_down |   3.351299   .9818041     3.41   0.001     1.426998    5.275599
         isalmtot2_l1_down |   .0119148   .0541933     0.22   0.826     -.094302    .1181317
         isalmtot2_l2_down |  -.0732818   .0681755    -1.07   0.282    -.2069033    .0603397
         isalmtot2_l3_down |  -.0670549   .0756976    -0.89   0.376    -.2154194    .0813096
    cum_isalmtot_l123_down |  -.1292209    .137177    -0.94   0.346    -.3980829    .1396412
             evpro_i3_down |  -.4675797   .3368731    -1.39   0.165    -1.127839    .1926794
          evpro_l1_i3_down |  -.3116831   .2683881    -1.16   0.246    -.8377142     .214348
          evpro_l2_i3_down |  -.3265587   .2536403    -1.29   0.198    -.8236846    .1705672
          evpro_l3_i3_down |   -.038385   .0530176    -0.72   0.469    -.1422975    .0655275
       cum_evpro_l123_down |   .0815186    .062162     1.31   0.190    -.0403168     .203354
            txipp2_i3_down |   .0057604   .0265069     0.22   0.828    -.0461921     .057713
         txipp2_l1_i3_down |   .0108813   .0359182     0.30   0.762    -.0595171    .0812797
         txipp2_l2_i3_down |  -.0534381   .0428517    -1.25   0.212    -.1374259    .0305497
         txipp2_l3_i3_down |   .0177106   .0472515     0.37   0.708    -.0749007    .1103219
        cum_ipp2_l123_down |  -.0342141   .0313057    -1.09   0.274    -.0955722    .0271441
            evprmp_p3_down |   .7086014   1.165413     0.61   0.543    -1.575567     2.99277
         evprmp_l1_p3_down |   .0231545   .6305584     0.04   0.971    -1.212717    1.259026
         evprmp_l2_p3_down |   .2676206    .467136     0.57   0.567    -.6479491     1.18319
         evprmp_l3_p3_down |  -.1425947   .1594902    -0.89   0.371    -.4551897    .1700003
             evpro_p3_down |   .4819414    .433253     1.11   0.266    -.3672189    1.331102
          evpro_l1_p3_down |  -.1264161   .1601021    -0.79   0.430    -.4402104    .1873782
          evpro_l2_p3_down |  -.3001106   .2652683    -1.13   0.258     -.820027    .2198058
          evpro_l3_p3_down |  -.0840682   .0585554    -1.44   0.151    -.1988345    .0306982
            txipp2_p3_down |   .0522894   .0240058     2.18   0.029      .005239    .0993398
         txipp2_l1_p3_down |  -.0003551   .0320891    -0.01   0.991    -.0632487    .0625384
         txipp2_l2_p3_down |  -.0369903   .0368216    -1.00   0.315    -.1091592    .0351786
         txipp2_l3_p3_down |   .0793849   .0474795     1.67   0.095    -.0136733     .172443
                  tva_2000 |   .4155217   .1088309     3.82   0.000     .2022171    .6288264
                tva_2000_2 |  -.0514935   .0544212    -0.95   0.344     -.158157    .0551701
                 euro_2002 |   .0318388   .0779159     0.41   0.683    -.1208737    .1845512
               euro_2002_2 |  -.0099837   .0335044    -0.30   0.766    -.0756512    .0556838
                    y_null |   .0524387   .0213595     2.46   0.014     .0105749    .0943025
          res_evprmp_i3_up |  -1.149826   .5085035    -2.26   0.024    -2.146474   -.1531771
       res_evprmp_l1_i3_up |    .651026   .2706518     2.41   0.016     .1205582    1.181494
       res_evprmp_l2_i3_up |   .2063644     .16061     1.28   0.199    -.1084254    .5211542
       res_evprmp_l3_i3_up |   -.236125   .1170726    -2.02   0.044    -.4655831    -.006667
    res_cum_evprmp_l123_up |  -.1360017   .0953778    -1.43   0.154    -.3229388    .0509354
           res_isalmtot_up |  -.4588558   .1198106    -3.83   0.000    -.6936802   -.2240314
        res_isalmtot_l1_up |   .0285692    .046797     0.61   0.542    -.0631512    .1202897
        res_isalmtot_l2_up |   .0412259   .0490577     0.84   0.401    -.0549254    .1373772
        res_isalmtot_l3_up |    -.07843   .0652293    -1.20   0.229     -.206277     .049417
  res_cum_isalmtot_l123_up |   .0025807   .0311757     0.08   0.934    -.0585226     .063684
           res_evpro_i3_up |   .0439089   .3698928     0.12   0.906    -.6810677    .7688854
        res_evpro_l1_i3_up |  -.1187524   .2229645    -0.53   0.594    -.5557549    .3182501
        res_evpro_l2_i3_up |  -.1325922   .2406678    -0.55   0.582    -.6042923     .339108
        res_evpro_l3_i3_up |   -.034153   .0663689    -0.51   0.607    -.1642336    .0959276
     res_cum_evpro_l123_up |   .0020324   .0348039     0.06   0.953    -.0661819    .0702468
       res_txipp2_l1_i3_up |  -.1068203   .0692037    -1.54   0.123    -.2424571    .0288165
       res_txipp2_l2_i3_up |  -.1104416   .0660597    -1.67   0.095    -.2399162    .0190331
       res_txipp2_l3_i3_up |  -.0577058   .0673438    -0.86   0.392    -.1896972    .0742855
      res_cum_ipp2_l123_up |  -.0909473   .0238605    -3.81   0.000    -.1377131   -.0441814
          res_evprmp_p3_up |  -2.172708   .5094934    -4.26   0.000    -3.171297   -1.174119
       res_evprmp_l1_p3_up |   .5068905   .2716432     1.87   0.062    -.0255204    1.039301
       res_evprmp_l2_p3_up |   .2619602   .2338682     1.12   0.263     -.196413    .7203335
       res_evprmp_l3_p3_up |  -.1601424    .114119    -1.40   0.161    -.3838115    .0635268
           res_evpro_p3_up |   .2184843   .3432988     0.64   0.524     -.454369    .8913375
        res_evpro_l1_p3_up |  -.0791075   .1185578    -0.67   0.505    -.3114766    .1532615
        res_evpro_l2_p3_up |  -.2010533   .2189923    -0.92   0.359    -.6302703    .2281637
        res_evpro_l3_p3_up |  -.0595751   .0560427    -1.06   0.288    -.1694168    .0502665
       res_txipp2_l1_p3_up |  -.2944327   .0446609    -6.59   0.000    -.3819664    -.206899
       res_txipp2_l2_p3_up |  -.0790405   .0472789    -1.67   0.095    -.1717054    .0136244
       res_txipp2_l3_p3_up |  -.0378851   .0520338    -0.73   0.467    -.1398694    .0640992
        res_evprmp_i3_down |  -1.524117   .7548458    -2.02   0.043    -3.003588   -.0446464
     res_evprmp_l1_i3_down |  -.4101365   .5684398    -0.72   0.471    -1.524258    .7039851
     res_evprmp_l2_i3_down |  -.1530087   .2852361    -0.54   0.592    -.7120611    .4060437
     res_evprmp_l3_i3_down |    .215248   .1468147     1.47   0.143    -.0725035    .5029996
  res_cum_evprmp_l123_down |  -.1096254   .1413349    -0.78   0.438    -.3866367    .1673858
         res_isalmtot_down |  -3.386305   .9824077    -3.45   0.001    -5.311789   -1.460821
      res_isalmtot_l1_down |   .0848814   .1009174     0.84   0.400     -.112913    .2826758
      res_isalmtot_l2_down |   .0054617   .1009761     0.05   0.957    -.1924478    .2033711
      res_isalmtot_l3_down |   .1769622   .1028094     1.72   0.085    -.0245405     .378465
res_cum_isalmtot_l123_down |   .1149675    .142312     0.81   0.419    -.1639588    .3938938
         res_evpro_i3_down |   .5300268      .3369     1.57   0.116     -.130285    1.190339
      res_evpro_l1_i3_down |    .156145   .2721029     0.57   0.566    -.3771668    .6894569
      res_evpro_l2_i3_down |   .2537412   .2567321     0.99   0.323    -.2494445    .7569269
      res_evpro_l3_i3_down |  -.0154834   .0653309    -0.24   0.813    -.1435296    .1125627
   res_cum_evpro_l123_down |  -.0892202   .0630254    -1.42   0.157    -.2127477    .0343074
     res_txipp2_l1_i3_down |  -.0683358   .0620689    -1.10   0.271    -.1899887    .0533171
     res_txipp2_l2_i3_down |   -.001454   .0619089    -0.02   0.981    -.1227931    .1198851
     res_txipp2_l3_i3_down |  -.0804915    .063309    -1.27   0.204    -.2045748    .0435918
    res_cum_ipp2_l123_down |   .0312948   .0319903     0.98   0.328     -.031405    .0939946
        res_evprmp_p3_down |   .0006859   1.165555     0.00   1.000    -2.283759    2.285131
     res_evprmp_l1_p3_down |  -.2996623   .6341663    -0.47   0.637    -1.542605    .9432808
     res_evprmp_l2_p3_down |   -.284623   .4723065    -0.60   0.547    -1.210327    .6410808
     res_evprmp_l3_p3_down |   .1679682   .1736323     0.97   0.333    -.1723448    .5082811
         res_evpro_p3_down |  -.4255568   .4335063    -0.98   0.326    -1.275213    .4240999
      res_evpro_l1_p3_down |    .028367   .1658709     0.17   0.864     -.296734     .353468
      res_evpro_l2_p3_down |   .2233381   .2680897     0.83   0.405    -.3021081    .7487844
      res_evpro_l3_p3_down |   .0464669   .0695951     0.67   0.504    -.0899369    .1828708
     res_txipp2_l1_p3_down |  -.1013796   .0517876    -1.96   0.050    -.2028814    .0001221
     res_txipp2_l2_p3_down |   -.000181   .0526603    -0.00   0.997    -.1033932    .1030313
     res_txipp2_l3_p3_down |  -.1700655   .0592894    -2.87   0.004    -.2862706   -.0538603
                    ind_db |  -.1881422   .0657323    -2.86   0.004    -.3169752   -.0593093
                    ind_dc |  -.1407448   .1063039    -1.32   0.186    -.3490965     .067607
                    ind_dd |  -.1681092   .0715785    -2.35   0.019    -.3084005   -.0278178
                    ind_de |  -.0938136   .0542604    -1.73   0.084     -.200162    .0125348
                    ind_dg |  -.1064009   .0509678    -2.09   0.037    -.2062959   -.0065059
                    ind_dh |  -.2243763   .0589313    -3.81   0.000    -.3398795   -.1088731
                    ind_di |  -.2065457   .0602191    -3.43   0.001     -.324573   -.0885183
                    ind_dj |  -.1257542   .0484675    -2.59   0.009    -.2207487   -.0307597
                    ind_dk |  -.2849787    .062994    -4.52   0.000    -.4084447   -.1615127
                    ind_dl |  -.2149601   .0612398    -3.51   0.000    -.3349878   -.0949324
                    ind_dm |  -.3504926   .0624122    -5.62   0.000    -.4728183   -.2281669
                    ind_dn |  -.1315688   .0700174    -1.88   0.060    -.2688005    .0056628
                annee_1999 |   .0402461   .1015165     0.40   0.692    -.1587226    .2392147
                annee_2000 |   .0221798   .0714853     0.31   0.756    -.1179288    .1622885
                annee_2001 |   .1933396   .0553856     3.49   0.000     .0847858    .3018934
                annee_2002 |   .0732572   .0371945     1.97   0.049     .0003574    .1461571
                annee_2003 |  -.0272922   .0363448    -0.75   0.453    -.0985266    .0439423
                annee_2004 |  -.1559621   .0551992    -2.83   0.005    -.2641507   -.0477736
---------------------------+----------------------------------------------------------------
_cut1                      |
                     _cons |  -1.119963   .1102389   -10.16   0.000    -1.336027   -.9038983
---------------------------+----------------------------------------------------------------
_cut2                      |
                     _cons |   1.864647   .1104175    16.89   0.000     1.648233    2.081062
---------------------------+----------------------------------------------------------------
rho                        |
                     _cons |   .1303688   .0059721    21.83   0.000     .1186637     .142074
--------------------------------------------------------------------------------------------

. 
. 
. 
end of do-file

. exit, clear
